Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.Fast.Length and PPO.Entry.Slow.Length

BEST PARAMETERS
PPO.Entry.Fast.Length = 4
PPO.Entry.Slow.Length = 300
Profit account= 144 (per day adjusted to desire% DD )
Activity = 5.17 (Cumulative number of entries in all pairs per week)
Desire DD = 10

\[\\[.0005in]\]

Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.Fast.Length = 4 and PPO.Entry.Slow.Length = 300

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
101 70592.85 851.03 6944.22 6 492 364 -23.1 4 300 GBPJPY 23.14740 43.2013963 12960.4189 30497.097 35.835513 0.5781230 No
201 51382.84 873.73 6979.93 6 304 215 -23.3 4 300 USDCHF 23.26643 42.9803737 12894.1121 22084.537 25.276157 0.3479336 No
51 83381.95 849.87 11920.65 6 399 278 -39.7 4 300 EURJPY 39.73550 25.1664129 7549.9239 20984.246 24.691124 0.4694836 No
226 199539.80 871.35 54299.53 9 387 269 -181.0 4 300 USDJPY 180.99843 5.5249097 1657.4729 11024.394 12.652084 0.4441384 No
126 127634.85 853.03 47674.34 7 387 287 -158.9 4 300 GBPUSD 158.91447 6.2926933 1887.8080 8031.670 9.415460 0.4536769 No
26 23538.59 799.37 10184.07 7 144 106 -33.9 4 300 EURGBP 33.94690 29.4577708 8837.3312 6933.944 8.674261 0.1801419 No
151 176961.81 874.61 79295.44 8 577 427 -264.3 4 300 NZDUSD 264.31813 3.7833197 1134.9959 6695.031 7.654876 0.6597226 No
1 124075.42 869.15 63836.29 8 532 408 -212.8 4 300 AUDUSD 212.78763 4.6995212 1409.8564 5830.951 6.708797 0.6120923 No
251 537835.10 874.19 408602.47 11 757 545 -1362.0 4 300 XAUUSD 1362.00823 0.7342100 220.2630 3948.839 4.517140 0.8659445 Yes
76 104069.19 858.32 82107.99 8 310 210 -273.7 4 300 EURUSD 273.69330 3.6537248 1096.1174 3802.402 4.430052 0.3611707 No
176 825556.56 843.89 778200.95 11 230 171 -2594.0 4 300 USDCAD 2594.00317 0.3855045 115.6514 3182.558 3.771295 0.2725474 Yes

Results by pair

\[\\[.005in]\]

Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

\[\\[.005in]\]

Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

\[\\[.005in]\]
Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 15 minutes
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average DEMA
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average Geometric_Mean
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1